CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 09-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2023 |
09-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1047 |
1.1030 |
-0.0017 |
-0.2% |
1.1049 |
| High |
1.1081 |
1.1031 |
-0.0050 |
-0.4% |
1.1122 |
| Low |
1.1027 |
1.0967 |
-0.0060 |
-0.5% |
1.0972 |
| Close |
1.1033 |
1.0992 |
-0.0041 |
-0.4% |
1.1054 |
| Range |
0.0054 |
0.0065 |
0.0011 |
19.4% |
0.0150 |
| ATR |
0.0083 |
0.0082 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
124,521 |
182,659 |
58,138 |
46.7% |
1,022,142 |
|
| Daily Pivots for day following 09-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1190 |
1.1156 |
1.1027 |
|
| R3 |
1.1126 |
1.1091 |
1.1010 |
|
| R2 |
1.1061 |
1.1061 |
1.1004 |
|
| R1 |
1.1027 |
1.1027 |
1.0998 |
1.1012 |
| PP |
1.0997 |
1.0997 |
1.0997 |
1.0989 |
| S1 |
1.0962 |
1.0962 |
1.0986 |
1.0947 |
| S2 |
1.0932 |
1.0932 |
1.0980 |
|
| S3 |
1.0868 |
1.0898 |
1.0974 |
|
| S4 |
1.0803 |
1.0833 |
1.0957 |
|
|
| Weekly Pivots for week ending 05-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1498 |
1.1425 |
1.1136 |
|
| R3 |
1.1348 |
1.1276 |
1.1095 |
|
| R2 |
1.1199 |
1.1199 |
1.1081 |
|
| R1 |
1.1126 |
1.1126 |
1.1068 |
1.1163 |
| PP |
1.1049 |
1.1049 |
1.1049 |
1.1067 |
| S1 |
1.0977 |
1.0977 |
1.1040 |
1.1013 |
| S2 |
1.0900 |
1.0900 |
1.1027 |
|
| S3 |
1.0750 |
1.0827 |
1.1013 |
|
| S4 |
1.0601 |
1.0678 |
1.0972 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1122 |
1.0967 |
0.0155 |
1.4% |
0.0079 |
0.7% |
16% |
False |
True |
201,780 |
| 10 |
1.1129 |
1.0967 |
0.0163 |
1.5% |
0.0082 |
0.7% |
16% |
False |
True |
205,798 |
| 20 |
1.1129 |
1.0947 |
0.0182 |
1.7% |
0.0081 |
0.7% |
25% |
False |
False |
188,746 |
| 40 |
1.1129 |
1.0581 |
0.0549 |
5.0% |
0.0088 |
0.8% |
75% |
False |
False |
191,562 |
| 60 |
1.1129 |
1.0581 |
0.0549 |
5.0% |
0.0086 |
0.8% |
75% |
False |
False |
159,701 |
| 80 |
1.1129 |
1.0581 |
0.0549 |
5.0% |
0.0085 |
0.8% |
75% |
False |
False |
119,990 |
| 100 |
1.1129 |
1.0581 |
0.0549 |
5.0% |
0.0084 |
0.8% |
75% |
False |
False |
96,096 |
| 120 |
1.1129 |
1.0400 |
0.0729 |
6.6% |
0.0082 |
0.7% |
81% |
False |
False |
80,187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1305 |
|
2.618 |
1.1200 |
|
1.618 |
1.1135 |
|
1.000 |
1.1096 |
|
0.618 |
1.1071 |
|
HIGH |
1.1031 |
|
0.618 |
1.1006 |
|
0.500 |
1.0999 |
|
0.382 |
1.0991 |
|
LOW |
1.0967 |
|
0.618 |
1.0927 |
|
1.000 |
1.0902 |
|
1.618 |
1.0862 |
|
2.618 |
1.0798 |
|
4.250 |
1.0692 |
|
|
| Fisher Pivots for day following 09-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0999 |
1.1024 |
| PP |
1.0997 |
1.1013 |
| S1 |
1.0994 |
1.1003 |
|